-13.3%
TSLA vs WMB
+22.7%
-36.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.0% | -3.0% |
| 7D | -4.7% | -8.6% | +3.9% | -4.3% |
| 30D | +1.7% | -4.2% | +5.9% | +2.1% |
| 3M | +17.7% | -4.4% | +22.1% | +18.1% |
| 6M | -1.9% | -8.7% | +6.8% | -2.6% |
| YTD | -14.3% | +15.4% | -29.7% | -20.0% |
| 1Y | -13.3% | +23.7% | -37.0% | -22.0% |
| All | -13.3% | +22.7% | -36.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling